femtotrader / pythalesiansLinks
Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns etc.
☆26Updated 2 months ago
Alternatives and similar repositories for pythalesians
Users that are interested in pythalesians are comparing it to the libraries listed below
Sorting:
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- ☆24Updated 6 years ago
- ☆38Updated 3 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆25Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆53Updated 2 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- ☆35Updated 7 years ago
- finance☆43Updated 7 years ago
- Code for various data snooping tests on financial time series.☆18Updated 10 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- ☆22Updated 5 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- ☆39Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 weeks ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- ☆73Updated 3 years ago
- Different quantitative trading models research☆52Updated 5 months ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago